Skip to content

Conversation

javaThonc
Copy link
Contributor

updating Tabnet model and its performance on Alpha 158

@ghost
Copy link

ghost commented Jan 21, 2021

CLA assistant check
All CLA requirements met.

@@ -25,6 +25,7 @@ The numbers shown below demonstrate the performance of the entire `workflow` of
| XGBoost (Tianqi Chen, et al.) | Alpha158 | 0.0481±0.00 | 0.3659±0.00| 0.0495±0.00 | 0.4033±0.00 | 0.1111±0.00 | 1.2915±0.00| -0.0893±0.00 |
| LightGBM (Guolin Ke, et al.) | Alpha158 | 0.0475±0.00 | 0.3979±0.00| 0.0485±0.00 | 0.4123±0.00 | 0.1143±0.00 | 1.2744±0.00| -0.0800±0.00 |
| MLP | Alpha158 | 0.0358±0.00 | 0.2738±0.03| 0.0425±0.00 | 0.3221±0.01 | 0.0836±0.02 | 1.0323±0.25| -0.1127±0.02 |
| TabNet with pretrain (Sercan O. Arikm et al) | Alpha158 | 0.0344±0.00|0.205±0.11|0.0398±0.00 |0.3479±0.01|0.0827±0.02|1.1141±0.32 |-0.0925±0.02 |
Copy link
Collaborator

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

How many times did you train the model to get this result?

Copy link
Contributor Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

I trained it three times with different random seeds

from ...data.dataset.handler import DataHandlerLP


class TabNet_Model(Model):
Copy link
Collaborator

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Copy link
Contributor Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

fixed!

@you-n-g
Copy link
Collaborator

you-n-g commented Jan 22, 2021

@javaThonc
Please sign the Contributor License Agreement.
image

@you-n-g you-n-g merged commit 2b6d16f into microsoft:main Jan 22, 2021
you-n-g pushed a commit to you-n-g/qlib that referenced this pull request Aug 16, 2025
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants